Out-of-sample downside risks from (SSD), (RSSD) (for λ = 0.2), (MM),... | Download Scientific Diagram
Out-of-sample cumulative returns from (SSD), (RSSD) (for λ = 0.2),... | Download Scientific Diagram
Portfolio Risk Management Usingthe Lorenz Curve | The Journal of Portfolio Management
Portfolio Optimization using Conditional Value at Risk | Thomas T. Bjerring
SSD CONSISTENT CRITERIA AND COHERENT RISK MEASURES
PDF) Enhanced Index Tracking with CVaR-Based Measures
Optimal weights (W i , i = 1, 2, . . . , 19) of the 19 stocks and the... | Download Table
cvar - How to prove the following relation of Conditional Value-at-Risk and Value-at-Risk? - Quantitative Finance Stack Exchange
Portfolio Optimization using Conditional Value at Risk | Thomas T. Bjerring
Stochastically Dominant Distributional Reinforcement Learning
Mean-Variance Efficient and SSD Pairwise Efficient Indices (B-before... | Download Table
VaR vs CVaR in Risk Management and Optimization
Mathematics | Free Full-Text | Dominance-Based Decision Rules for Pension Fund Selection under Different Distributional Assumptions
Optimization with Multivariate Conditional Value-at-Risk Constraints
PDF) CVaR Regression Based on the Relation between CVaR and Mixed-Quantile Quadrangles
PDF) Algorithms for handling CVaR-constraints in dynamic stochastic programming models with applications to finance
PDF) When CVaR Meets with Bluetooth PAN: A Physical Distancing System for COVID-19 Proactive Safety
PDF) A comparison of MAD and CVaR models with real features | Enrico Angelelli - Academia.edu
Efficient Portfolio Optimization with Conditional Value at Risk
Out-of-sample cumulative returns from (SSD), (RSSD) (for λ = 0.2)
CVaR(0.1) model without and with diversification constraints: Optimal... | Download Table
When CVaR Meets With Bluetooth PAN: A Physical Distancing System for COVID-19 Proactive Safety
PDF) Enhanced Index Tracking with CVaR-Based Measures | Włodzimierz Ogryczak, Gianfranco Guastaroba, and M.Grazia Speranza - Academia.edu
PDF) On relations between DEA-risk models and stochastic dominance efficiency tests
